Patients with heart failure challenge the clinician with a constellation of difficult clinical, pathophysiologic, and psychologic issues. As a result, until recently, exercise training was not considered a safe and effective treatment strategy to be used in these patients. However, in the past 10 years, data from both randomized and nonrandomized trials showed that regular exercise training in patients with stable Class II and III heart failure can safely improve exercise tolerance, attenuate an overactivated sympathetic nervous system, partially reverse skeletal muscle abnormalities, and enhance health-related quality of life. These outcomes are achievable with a relatively moderate dose of physical activity, such as 30 to 60 minutes of walking or cycling 3 to 5 days per week at an intensity equivalent to 60% to 70% of peak oxygen consumption. Sufficiently powered trials are needed to assess morbidity, mortality, and cost-effectiveness endpoints relative to exercise training in patients with heart failure.